Variance Reduction for Regenerative Simulations. I. Internal Control and Stratified Sampling for Queues (August 1976)
Author: Iglehart, Donald L.
Subject: *QUEUEING THEORY, *STATISTICAL SAMPLES, *STOCHASTIC PROCESSES, SAMPLING, STOCHASTIC CONTROL, ANALYSIS OF VARIANCE, STRATIFICATION, PARAMETRIC ANALYSIS, STEADY STATE, SIMULATION
Publisher: Palo Alto, CA: Control Analysis Corp
Language: en_US
Call number: TR-86-23
Digitizing sponsor: Naval Postgraduate School, Dudley Knox Library
Book contributor: Naval Postgraduate School, Dudley Knox Library
Collection: navalpostgraduateschoollibrary; fedlink; americana
Description
Two methods are discussed for reducing the variance of estimators of parameters of limiting distributions of stable stochastic processes in simulations. The methods are discussed in the context of the simple GI/G/1 queue. Of the two methods one, which is
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| Mediatype: | texts |
| Shiptracking: | y0444 |
| Format_extent: | 35 p. |
| Type: | Technical Report |
| Identifier_npsreport: | TR-86-22 |
| Identifier: | variancereductio80igle |
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| Identifier-access: | http://archive.org/details/variancereductio80igle |
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| Sponsordate: | 20130228 |